Heres a snapshot of the performance numbers.... note I did this along time ago... the trial of wealthlab won't calculate the most current 20 bars... maybe someone who has the full version could run this script and show me the current performance numbers. This doesn't account for slippage. Since this is on the NDX... it's more like a signal for direction. Anyway, have fun with it.
also, i don't understand the way Wealthlab shows the profits and losses... The actual profit shown is incorrect. However, the profit to loss ratio is correct. I just look at the points made.